Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47385.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45989.16 Kr¶

PnL: ---------------------------------------> -899.41 Kr¶

DD now: ---------------------------------> -2.559 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:35:47.626166'

Anic Portfolio¶

Today¶

Return: -0.103 %¶

This Week¶

Return: -1.101 %¶

Total¶

Return: 55.128 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 16.190000 803.600000 130.600000 19.410000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.990000 3441.600000 64.600000 1.910000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.660000 394.600000 39.600000 11.150000 355.000000
Intrum 4 6.560000 565.000000 38.000000 7.210000 527.000000
Corem Property Group B 59 -2.010000 604.750000 27.750000 4.810000 576.999999
AcadeMedia 12 -0.490000 582.720000 25.720000 4.620000 557.000004
Resurs Holding 22 -0.480000 599.060000 25.060000 4.370000 573.999998
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Swedbank A 3 -1.730000 569.700000 5.700000 1.010000 564.000000
Securitas B 6 -0.580000 575.400000 5.400000 0.950000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Beijer Electronics Group 26 -5.460000 2969.200000 -1.800000 -0.060000 2971.000006
CTEK 13 -0.390000 527.020000 -6.980000 -1.310000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.390000 532.250000 -13.750000 -2.520000 546.000000
Nordea Bank Abp 29 -1.020000 3433.600000 -20.400000 -0.590000 3453.999992
Essity B 2 -3.220000 541.200000 -32.800000 -5.710000 574.000000
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Axfood 13 -2.510000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45989.160000 -899.410000 -2.55882% 46888.564618

Updated:¶

'2023-01-26 10:36:00.534605'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶